Abstract
A singularly perturbed convection-diffusion problem, with a discontinuous convection coefficient and a singular perturbation parameter ε, is examined. Due to the discontinuity an interior layer appears in the solution. A finite difference method is constructed for solving this problem, which generates ε-uniformly convergent numerical approximations to the solution. The method uses a piecewise uniform mesh, which is fitted to the interior layer, and the standard upwind finite difference operator on this mesh. The main theoretical result is the ε-uniform convergence in the global maximum norm of the approximations generated by this finite difference method. Numerical results are presented, which are in agreement with the theoretical results.
| Original language | English |
|---|---|
| Pages (from-to) | 1375-1392 |
| Number of pages | 18 |
| Journal | Mathematical and Computer Modelling |
| Volume | 40 |
| Issue number | 11-12 |
| DOIs | |
| Publication status | Published - Dec 2004 |
Keywords
- Difference scheme
- Discontinuous coefficient
- Interior layer
- Piecewise-uniform mesh
- Singularly perturbed ODE
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